+9.3%
ORCL vs ALB
-17.6%
+26.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.6% | -10.5% | -7.5% |
| 7D | -17.5% | +5.5% | -23.0% | -18.3% |
| 30D | -20.2% | -7.5% | -12.7% | -19.2% |
| 3M | -19.9% | -16.9% | -3.0% | -17.8% |
| 6M | -37.4% | -49.2% | +11.8% | -30.9% |
| YTD | -40.1% | -29.9% | -10.3% | -37.3% |
| 1Y | -53.4% | +8.2% | -61.6% | -54.2% |
| All | +9.3% | -17.6% | +26.9% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling